-1.1%
IP vs BUD
+38.8%
-39.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.8% | -4.8% |
| 7D | -5.0% | +7.1% | -12.1% | -8.2% |
| 30D | +6.5% | +12.7% | -6.1% | -0.1% |
| 3M | -18.0% | 0.0% | -18.1% | -18.1% |
| 6M | +10.3% | +7.6% | +2.7% | +5.2% |
| YTD | -9.9% | +35.0% | -44.9% | -28.0% |
| 1Y | -1.1% | +37.6% | -38.6% | -22.6% |
| All | -1.1% | +38.8% | -39.8% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling